| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 107.91% | 195.83% |
| Max Drawdown | -36.61% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 22.89 | 3.94 |
| Outlier Loss Ratio | 3.87 | 3.81 |
| Volatility (ann.) | 14.96% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.67 | 0.57 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 39.14 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.8% | 2.68% |
| Expected Yearly % | 20.08% | 31.15% |
| Kelly Criterion | 5.35% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11402144:BTCUSD | 11402144:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.77 | 0.25 | + |
| 2023 | 155.54 | 34.24 | 0.22 | - |
| 2024 | 121.00 | 35.84 | 0.30 | - |
| 2025 | 16.76 | 32.22 | 1.92 | + |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.95% | 31.46% |
| 6M | 35.16% | 12.77% |
| YTD | 32.22% | 16.76% |
| 1Y | 32.23% | 56.84% |
| 3Y (ann.) | 27.12% | 55.31% |
| 5Y (ann.) | 24.39% | 38.19% |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Max Drawdown | -36.61% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -4.26% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 2.95 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -36.61 | 459 |
| 2024-06-10 | 2024-12-05 | -23.41 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2023-07-14 | 2023-11-28 | -9.62 | 137 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.39 | 6 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-28 | 2024-05-03 | -6.31 | 5 |
| 2025-03-13 | 2025-04-09 | -5.39 | 27 |
| Metric | 11402144:btcusd:triple_med_gx:lsma25_135 | 11402144:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.5% | 43.77% |
| Worst Month | -19.51% | -37.12% |
| Best Year | 35.84% | 155.54% |
| Worst Year | -13.77% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.26% | 5.93% |
| Avg. Down Week | -2.97% | -5.35% |
| Avg. Up Month | 4.8% | 13.06% |
| Avg. Down Month | -5.12% | -13.66% |
| Win Days % | 50.3% | 51.32% |
| Win Month % | 71.05% | 60.98% |
| Win Week % | 54.26% | 50.84% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |